Zero hour contract is still a contract of employment and increasingly common. You have a contract of employment, if no employment contract at all then immigration very likely see it differently
If you are questioned by immigration and can not provide proof of remote employment, yes they could cancel your DTV. IOs are not currently requesting proof of employment on arrival only when you extend at an immigration office.
KL Malaysia is the strictest embassy for DTV approval, lots of posts detail why. Penang is easier for approval some say. Vietnam very popular for its' ease of approval and has approved newly employed as some approval posts show.
I work for 2 Japanese firms, they are not legally required to give business registration to freelancers. One refused to give registration info. I informed the embassy and they said that was ok, just bring what you can.
I used the business registration of the company I work for. Also included a letter from them detailing how/when they pay me and the bank account they deposit payment. Project based income is fine.